Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems
نویسندگان
چکیده
منابع مشابه
Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
We consider a Bayesian approach to nonlinear inverse problems in which the unknown quantity is a spatial or temporal field, endowed with a hierarchical Gaussian process prior. Computational challenges in this construction arise from the need for repeated evaluations of the forward model (e.g., in the context of Markov chain Monte Carlo) and are compounded by high dimensionality of the posterior...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2019
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2018.12.025